The asymptotic codifference and covariation of log-fractional stable noise (Q2451783)
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scientific article; zbMATH DE number 6300656
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| English | The asymptotic codifference and covariation of log-fractional stable noise |
scientific article; zbMATH DE number 6300656 |
Statements
The asymptotic codifference and covariation of log-fractional stable noise (English)
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4 June 2014
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\(\alpha\)-stable distributions
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asymptotic dependence
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fractional stable noise
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long-range dependence
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0.8219518661499023
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0.798142671585083
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0.7957937717437744
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0.7877892851829529
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0.7856783270835876
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